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For example:
writing the stock "i" to the first row, stock "j" to the second row and the correlation in the third row. This would be a start in checking for co-integration.
--- In amibroker@xxxxxxxxxxxxxxx, "h3po" <h3pooo@xxx> wrote:
>
> Thanks,
> I need to modify my question; creating several thousands of correlation arrays might not be the best solution. Instead I would want to calculate the correlations one at a time, the main point being that I need to go through all possible paircombinations while writing the result to some new array (that can be interpreted afterwards). My immediate thought is som form of nested loop.. How can one scroll through all combinations in a Group?
> Thanks
>
> --- In amibroker@xxxxxxxxxxxxxxx, Craig Broadbear <craig@> wrote:
> >
> > I use the following exploration to create a correlation table:
> >
> >
> > CorrPd = 30;
> > list = GetCategorySymbols( categoryGroup , 0);
> >
> > SetOption("NoDefaultColumns",True);
> > Filter = Status("LastBarInTest");
> > SetSortColumns( 1 );
> > AddTextColumn(Name(),"Correlation",1.0);
> > Ticker1= Name();
> >
> > for( Col=0; (Ticker2=StrExtract( List, Col))!= ""; Col++)
> > {
> > Var2 = Foreign(Ticker2,"C");
> > Corr = Correlation( C, Var2, CorrPd);
> > Color = IIf(Corr>0, colorBrightGreen, IIf(Corr<0,
> > colorRed,colorWhite));
> > Color = IIf(Ticker1==Ticker2, 1, Color);
> > AddColumn( Corr, Ticker2, 1.3, 1, Color);
> > }
> >
> >
> >
> > Craig
> >
> >
> > On Mon, Sep 7, 2009 at 6:11 AM, h3po <h3pooo@> wrote:
> >
> > >
> > >
> > > Say, I have a Group1 in Amibroker populated with 180 stocktickers. For
> > > every combination of the stocks in this Group I want to create and calculate
> > > a Correlation array. What will be the shortest AFLsyntax to accomplish this?
> > > Any hints appreciated.
> > > Thanks
> > >
> > >
> > >
> >
> >
> >
> > --
> > Broadgun Software
> > www.pdfmachine.com
> > www.museum-email-archive.com
> >
>
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